Anic Equity¶

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Total return since start: 0.715 %¶

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Equity now: -----------------------------> 52399.96 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46035.01 Kr¶

PnL: ---------------------------------------> -687.59 Kr¶

DD now: ---------------------------------> -1.356 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-09 16:58:50.391520'

Anic Portfolio¶

Today¶

Return: -0.264 %¶

This Week¶

Return: -1.256 %¶

Total portfolio value¶

Return including deposits: 71.544 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sedana Medical 135 4.690000 4522.500000 202.500000 4.690000 4320.000000
Nederman Holding 11 1.260000 2211.000000 27.500000 1.260000 2183.500000
BHG Group 49 4.070000 663.950000 24.950000 3.900000 638.999984
Balco Group 39 2.760000 1887.600000 12.600000 0.670000 1874.999997
NCC B 7 3.040000 664.650000 10.650000 1.630000 653.999997
SynAct Pharma 9 0.840000 650.700000 5.700000 0.880000 645.000003
Embracer Group B 26 2.500000 666.380000 4.380000 0.660000 661.999988
Eastnine 6 0.360000 661.200000 4.200000 0.640000 657.000000
Nolato B 12 0.560000 649.200000 3.600000 0.560000 645.600000
SCA A 4 -0.400000 600.000000 1.000000 0.170000 599.000000
Sdiptech B 3 1.480000 822.000000 0.000000 0.000000 822.000000
Addnode Group B 6 -0.080000 749.400000 -0.600000 -0.080000 750.000000
NCC A 6 -0.200000 597.600000 -1.400000 -0.230000 598.999998
Profoto Holding 7 0.980000 579.600000 -2.400000 -0.410000 581.999999
Sampo Oyj SDB 1 1.410000 502.000000 -3.000000 -0.590000 505.000000
Investor B 3 -0.460000 652.500000 -3.000000 -0.460000 655.500000
Addtech B 3 -0.170000 696.000000 -4.000000 -0.570000 699.999999
Latour B 2 -0.090000 445.000000 -4.000000 -0.890000 449.000000
Biotage 4 -1.260000 596.400000 -6.600000 -1.090000 603.000000
BONESUPPORT HOLDING 10 -0.730000 1216.000000 -8.000000 -0.650000 1224.000000
Indutrade 5 -0.270000 1309.500000 -10.500000 -0.800000 1320.000000
Humana 40 0.120000 662.400000 -11.600000 -1.720000 674.000000
Lime Technologies 2 4.770000 571.000000 -22.000000 -3.710000 593.000000
Fortnox 10 -1.440000 645.600000 -22.400000 -3.350000 668.000000
Vitrolife 3 -1.560000 643.200000 -33.800000 -4.990000 677.000001
Volati 5 0.000000 540.000000 -34.000000 -5.920000 574.000000
Xvivo Perfusion 3 -2.190000 805.500000 -39.500000 -4.670000 845.000001
Lundin Gold 7 -1.040000 931.000000 -43.000000 -4.410000 973.999999
Creades A 7 -9.200000 556.150000 -54.850000 -8.980000 610.999998
Investor A 16 -0.460000 3488.000000 -57.000000 -1.610000 3545.000000
Ambea 68 -1.140000 2472.480000 -64.520000 -2.540000 2537.000032
Wästbygg Gruppen B 80 -1.140000 2784.000000 -87.000000 -3.030000 2871.000000
New Wave B 20 0.370000 3828.000000 -88.000000 -2.250000 3916.000000
Gaming Innovation Group 161 -1.170000 4089.400000 -98.600000 -2.350000 4187.999942
Bactiguard Holding B 37 -11.180000 2675.100000 -284.900000 -9.620000 2960.000000
TOTAL 46035.010000 -687.590000 -1.35615% 46722.599938

Updated:¶

'2023-06-09 16:59:07.955402'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶